Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 0.462549 0.514076 0.571577 0.641018 0.723304 0.818594 0.938619
2025-05-11 0.410396 0.478253 0.559543 0.665843 0.803889 0.981144 1.233087
2025-05-18 0.358689 0.431800 0.523837 0.651371 0.828978 1.076787 1.467539
2025-05-25 0.316279 0.389977 0.486260 0.625777 0.831224 1.138443 1.669338
2025-06-01 0.292511 0.368809 0.472040 0.628233 0.871412 1.262178 2.008776
2025-06-08 0.280695 0.361851 0.475591 0.655543 0.952851 1.470378 2.583842
2025-06-15 0.265344 0.348052 0.467241 0.662756 1.002187 1.635592 3.156972
2025-06-22 0.248979 0.331098 0.452099 0.656505 1.026328 1.759161 3.706067
2025-06-29 0.235184 0.316640 0.439108 0.651674 1.051521 1.891539 4.367462
2025-07-06 0.219108 0.297506 0.417025 0.628438 1.037282 1.933729 4.795946
2025-07-13 0.212433 0.292127 0.416200 0.642114 1.098282 2.169664 6.090486
2025-07-20 0.206335 0.287119 0.415391 0.655491 1.161187 2.434622 7.847454
2025-07-27 0.198249 0.278754 0.408836 0.658451 1.204973 2.675855 9.978900
2025-08-03 0.191409 0.271912 0.404262 0.664655 1.257945 2.972038 13.178957
2025-08-10 0.180385 0.257587 0.385634 0.640821 1.234496 3.016512 14.814796
2025-08-17 0.169402 0.242767 0.365192 0.611357 1.192451 2.984792 15.832132
2025-08-24 0.163744 0.236465 0.359413 0.611460 1.225834 3.240657 20.753076
2025-08-31 0.162060 0.236661 0.365229 0.636488 1.330696 3.839712 34.915973
2025-09-07 0.157908 0.232404 0.362532 0.642765 1.385873 4.278579 53.863989
2025-09-14 0.152440 0.225588 0.354583 0.636463 1.403419 4.559976 76.662486
2025-09-21 0.147534 0.219507 0.347625 0.631682 1.424877 4.884108 117.362030
2025-09-28 0.140849 0.210026 0.333645 0.609381 1.387756 4.867689 139.484219
2025-10-05 0.138689 0.208408 0.334693 0.622419 1.466805 5.603603 368.452376